I'm going to take a broader definition of "art" than I think's intended, as I can't think of any specific painting, drawing, or sculpture that's been used for inspiration. Films and short stories, on the other hand!
In Deadlands, we've spent a lot of time in Shan Fan, a city of Chinese, rather than European, immigrants and their descendents. Which means lots of martial artists, both mundane and with the "chi" arcane edge. There's a neat hindrance in The Flood book called "the cup overfloweth" which characters with the chi edge can take, and it makes their powers really obvious, in the style of the sorcerors in Big Trouble in Little China, which I've never seen all the way through, but Husbit's made sure I've seen enough to know what he's referencing.
In Aberrant, there was a fight scene between Adam and some bad guys (the first fight of the rampage that landed him in jail) that was intentionally choreographed after a fight scene in the first Kingsman film (only with super powers rather than guns).
In Exalted, we had a whole training sequences inspired by various Jackie Chan films (the one I remember most vividly involved giant pottery jars we had to fill and empty with tea cups, but I'm not sure which film it was and my google-fu is failing me).
I mentioned short stories above. Husbit and I own a lot of short story anthologies, which can be great for inspiring adventure. There's something for any genre; here's a few collections I think are worth looking at:
- Cyberpunk: Stories of Hardware, Software, Wetware, Evolution, and Revolution - which does what it says on the tin
- The Mammoth Book of SF Stories by Women - a collection of stories by women and non-binary individuals of different ethnic and cultural backgrounds, so giving a huge range of voices and viewpoints (The Mammoth Book of... books are often good and cover pretty much all common RPG settings)
- Ghost Stories of an Antiquary by M R James and The King in Yellow by Robert Chambers - both pre-date Lovecraft and I'd say should be compulsory reading for anyone wanting to run Cthulu-type games
- The Ghost Stories of Edith Wharton has some really creepy ideas for a ghostly, horror or supernatural game
- There's a great collection of Ambrose Bierce's ghost and horror stories, that includes a few of his American Civil War stories which makes it great for Weird West settings like Deadlands (but the book is on a random shelf upstairs and I can't remember or successfully google the title)
EDIT TO ADD:
As I was mentally prepping this post, there were also novels to mention! Jim Butcher's Dresden Files have influenced our GM as he prepared his setting for Mage; I've not read the books, but he has leant me the first so as soon as I manage to finish rereading Snow Crash I'll get onto them. I've heard good things for years.
But the book that's inspired me is Heir to Sevenwaters by Juliet Marillier. One of the male characters in that is the son of a fey lord or king or prince, who has gone around impregnating human women in the hopes of having a son to inherit, but until this character has only had daughters. This fascinated me - this idea that only a male heir was worthy, and wondering what happened to all the daughters. And that's basically where Svetlana comes from.